Question
A bond has a value of $1054.16 Annual coupon of $40 Annual interest 3% Macauleys duation is 5.47 years What is the Macauleys Duration of
A bond has a value of $1054.16
Annual coupon of $40
Annual interest 3%
| Macauleys duation is 5.47 years
|
What is the Macauleys Duration of the Bond?
Let us say you were to immunize this Bond, booked as a liability, & you were going to use 1-year Zeroes and Perpetuities to match interest-rate change sensitivity risk, how much of each would you buy?
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Social Media Audit Measure For Impact
Authors: Urs E. Gattiker
2013 Edition
1461436028, 978-1461436027
